更新時間: 2018年1月19日 PM 7:04:52
琤肏數期權引伸波幅分析
日期 瓻波幅指數 琤肏數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/09/17 15.050% 27421.60 9.485% 9.518% +5.532% 9.518% +5.532%
29/09/17 14.010% 27554.30 9.681% 9.683% +4.327% 12.149% +1.861%
03/10/17 14.340% 28173.21 12.050% 10.089% +4.251% 12.326% +2.014%
04/10/17 13.710% 28379.18 12.253% 10.558% +3.152% 12.813% +0.897%
06/10/17 13.930% 28458.04 12.168% 11.127% +2.803% 13.321% +0.609%
09/10/17 14.390% 28326.59 12.320% 11.694% +2.696% 13.712% +0.678%
10/10/17 14.280% 28490.83 12.293% 12.217% +2.063% 14.224% +0.056%
11/10/17 14.220% 28389.57 12.021% 12.211% +2.009% 14.117% +0.103%
12/10/17 14.060% 28459.03 12.032% 12.167% +1.893% 13.966% +0.094%
13/10/17 13.700% 28476.43 11.941% 12.121% +1.579% 13.814% -0.114%
16/10/17 13.920% 28692.80 12.005% 12.058% +1.862% 13.445% +0.475%
17/10/17 13.500% 28697.49 12.015% 12.003% +1.497% 13.284% +0.216%
18/10/17 13.240% 28711.76 11.396% 11.878% +1.362% 13.048% +0.192%
19/10/17 15.060% 28159.09 13.268% 12.125% +2.935% 13.221% +1.839%
20/10/17 13.830% 28487.24 13.834% 12.504% +1.326% 13.531% +0.299%
23/10/17 14.380% 28305.88 14.032% 12.909% +1.471% 13.651% +0.729%
24/10/17 15.020% 28154.97 13.873% 13.281% +1.739% 13.935% +1.085%
25/10/17 14.600% 28302.89 13.119% 13.625% +0.975% 14.185% +0.415%
26/10/17 14.830% 28202.38 13.228% 13.617% +1.213% 14.065% +0.765%
27/10/17 15.070% 28438.85 13.315% 13.513% +1.557% 13.846% +1.224%
30/10/17 16.500% 28336.19 13.208% 13.349% +3.151% 13.349% +3.151%
31/10/17 15.040% 28245.54 13.154% 13.205% +1.835% 16.350% -1.310%
01/11/17 14.390% 28594.06 11.425% 12.866% +1.524% 15.825% -1.435%
02/11/17 14.180% 28518.64 11.256% 12.472% +1.708% 15.237% -1.057%
03/11/17 13.780% 28603.61 11.290% 12.067% +1.713% 14.643% -0.863%
06/11/17 14.490% 28596.80 11.078% 11.641% +2.849% 13.840% +0.650%
07/11/17 13.960% 28994.34 11.918% 11.393% +2.567% 13.452% +0.508%
08/11/17 13.920% 28907.60 11.899% 11.488% +2.432% 13.470% +0.450%
09/11/17 14.310% 29136.57 12.129% 11.663% +2.647% 13.579% +0.731%
10/11/17 14.320% 29120.92 12.143% 11.833% +2.487% 13.680% +0.640%
13/11/17 14.670% 29182.18 11.960% 12.010% +2.660% 13.588% +1.082%
14/11/17 14.630% 29152.12 11.968% 12.020% +2.610% 13.501% +1.129%
15/11/17 15.220% 28851.69 12.562% 12.152% +3.068% 13.550% +1.670%
16/11/17 14.640% 29018.76 10.493% 11.825% +2.815% 13.088% +1.552%
17/11/17 14.290% 29199.04 9.884% 11.373% +2.917% 12.494% +1.796%
20/11/17 14.240% 29260.31 9.583% 10.898% +3.342% 11.704% +2.536%
21/11/17 14.010% 29818.07 10.988% 10.702% +3.308% 11.405% +2.605%
22/11/17 15.080% 30003.49 10.966% 10.383% +4.697% 10.980% +4.100%
23/11/17 15.190% 29707.94 11.730% 10.630% +4.560% 11.154% +4.036%
24/11/17 14.890% 29866.32 11.507% 10.955% +3.935% 11.405% +3.485%
27/11/17 15.650% 29686.19 11.745% 11.387% +4.263% 11.574% +4.076%
28/11/17 16.780% 29680.85 11.674% 11.524% +5.256% 11.619% +5.161%
29/11/17 17.270% 29623.83 10.991% 11.529% +5.741% 11.529% +5.741%
30/11/17 17.690% 29177.35 12.425% 11.668% +6.022% 14.352% +3.338%
01/12/17 16.710% 29074.24 12.485% 11.864% +4.846% 14.495% +2.215%
04/12/17 16.450% 29138.28 12.491% 12.013% +4.437% 14.382% +2.068%
05/12/17 16.580% 28842.80 12.129% 12.104% +4.476% 14.391% +2.189%
06/12/17 18.300% 28224.80 14.127% 12.732% +5.568% 15.032% +3.268%
07/12/17 17.790% 28303.19 14.001% 13.047% +4.743% 15.297% +2.493%
08/12/17 16.230% 28639.85 14.714% 13.493% +2.737% 15.709% +0.521%
11/12/17 15.860% 28965.29 15.298% 14.054% +1.806% 16.016% -0.156%
12/12/17 15.460% 28793.88 15.403% 14.709% +0.751% 16.642% -1.182%
13/12/17 15.030% 29222.10 15.767% 15.037% -0.007% 16.889% -1.859%
14/12/17 14.460% 29166.38 15.711% 15.378% -0.918% 17.147% -2.687%
15/12/17 14.930% 28848.11 16.050% 15.646% -0.716% 17.316% -2.386%
18/12/17 15.030% 29050.41 16.266% 15.839% -0.809% 17.140% -2.110%
19/12/17 14.630% 29253.66 15.473% 15.853% -1.223% 17.025% -2.395%
20/12/17 14.590% 29234.09 15.430% 15.786% -1.196% 16.823% -2.233%
21/12/17 14.180% 29367.06 14.872% 15.618% -1.438% 16.516% -2.336%
22/12/17 13.740% 29578.01 15.089% 15.426% -1.686% 16.186% -2.446%
27/12/17 14.730% 29597.66 14.787% 15.130% -0.400% 15.255% -0.525%
28/12/17 14.920% 29863.71 15.081% 15.052% -0.132% 15.052% -0.132%
29/12/17 14.600% 29919.15 15.030% 14.972% -0.372% 18.907% -4.307%
02/01/18 14.820% 30515.31 15.199% 15.037% -0.217% 18.496% -3.676%
03/01/18 14.160% 30560.95 15.122% 15.044% -0.884% 18.380% -4.220%
04/01/18 13.690% 30736.48 15.155% 15.118% -1.428% 18.346% -4.656%
05/01/18 13.390% 30814.64 14.729% 15.047% -1.657% 18.137% -4.747%
08/01/18 13.410% 30899.53 12.764% 14.594% -1.184% 17.231% -3.821%
09/01/18 13.380% 31011.41 12.677% 14.089% -0.709% 16.520% -3.140%
10/01/18 13.440% 31073.72 11.851% 13.435% +0.005% 15.642% -2.202%
11/01/18 13.710% 31120.39 11.104% 12.625% +1.085% 14.595% -0.885%
12/01/18 13.050% 31412.54 11.084% 11.896% +1.154% 13.655% -0.605%
15/01/18 13.780% 31338.87 10.068% 11.357% +2.423% 12.756% +1.024%
16/01/18 14.160% 31904.75 11.141% 11.050% +3.110% 12.320% +1.840%
17/01/18 15.000% 31983.41 10.540% 10.787% +4.213% 11.939% +3.061%
18/01/18 16.110% 32121.94 10.205% 10.608% +5.502% 11.653% +4.457%
19/01/18 15.970% 32254.89 9.800% 10.351% +5.619% 11.286% +4.684%
更新時間: 2018年1月19日 PM 7:04:52
琤肏數期權引伸波幅分析
日期 瓻波幅指數 琤肏數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/09/17 15.050% 27421.60 9.485% 9.518% +5.532% 9.518% +5.532%
29/09/17 14.010% 27554.30 9.681% 9.683% +4.327% 12.149% +1.861%
03/10/17 14.340% 28173.21 12.050% 10.089% +4.251% 12.326% +2.014%
04/10/17 13.710% 28379.18 12.253% 10.558% +3.152% 12.813% +0.897%
06/10/17 13.930% 28458.04 12.168% 11.127% +2.803% 13.321% +0.609%
09/10/17 14.390% 28326.59 12.320% 11.694% +2.696% 13.712% +0.678%
10/10/17 14.280% 28490.83 12.293% 12.217% +2.063% 14.224% +0.056%
11/10/17 14.220% 28389.57 12.021% 12.211% +2.009% 14.117% +0.103%
12/10/17 14.060% 28459.03 12.032% 12.167% +1.893% 13.966% +0.094%
13/10/17 13.700% 28476.43 11.941% 12.121% +1.579% 13.814% -0.114%
16/10/17 13.920% 28692.80 12.005% 12.058% +1.862% 13.445% +0.475%
17/10/17 13.500% 28697.49 12.015% 12.003% +1.497% 13.284% +0.216%
18/10/17 13.240% 28711.76 11.396% 11.878% +1.362% 13.048% +0.192%
19/10/17 15.060% 28159.09 13.268% 12.125% +2.935% 13.221% +1.839%
20/10/17 13.830% 28487.24 13.834% 12.504% +1.326% 13.531% +0.299%
23/10/17 14.380% 28305.88 14.032% 12.909% +1.471% 13.651% +0.729%
24/10/17 15.020% 28154.97 13.873% 13.281% +1.739% 13.935% +1.085%
25/10/17 14.600% 28302.89 13.119% 13.625% +0.975% 14.185% +0.415%
26/10/17 14.830% 28202.38 13.228% 13.617% +1.213% 14.065% +0.765%
27/10/17 15.070% 28438.85 13.315% 13.513% +1.557% 13.846% +1.224%
30/10/17 16.500% 28336.19 13.208% 13.349% +3.151% 13.349% +3.151%
31/10/17 15.040% 28245.54 13.154% 13.205% +1.835% 16.350% -1.310%
01/11/17 14.390% 28594.06 11.425% 12.866% +1.524% 15.825% -1.435%
02/11/17 14.180% 28518.64 11.256% 12.472% +1.708% 15.237% -1.057%
03/11/17 13.780% 28603.61 11.290% 12.067% +1.713% 14.643% -0.863%
06/11/17 14.490% 28596.80 11.078% 11.641% +2.849% 13.840% +0.650%
07/11/17 13.960% 28994.34 11.918% 11.393% +2.567% 13.452% +0.508%
08/11/17 13.920% 28907.60 11.899% 11.488% +2.432% 13.470% +0.450%
09/11/17 14.310% 29136.57 12.129% 11.663% +2.647% 13.579% +0.731%
10/11/17 14.320% 29120.92 12.143% 11.833% +2.487% 13.680% +0.640%
13/11/17 14.670% 29182.18 11.960% 12.010% +2.660% 13.588% +1.082%
14/11/17 14.630% 29152.12 11.968% 12.020% +2.610% 13.501% +1.129%
15/11/17 15.220% 28851.69 12.562% 12.152% +3.068% 13.550% +1.670%
16/11/17 14.640% 29018.76 10.493% 11.825% +2.815% 13.088% +1.552%
17/11/17 14.290% 29199.04 9.884% 11.373% +2.917% 12.494% +1.796%
20/11/17 14.240% 29260.31 9.583% 10.898% +3.342% 11.704% +2.536%
21/11/17 14.010% 29818.07 10.988% 10.702% +3.308% 11.405% +2.605%
22/11/17 15.080% 30003.49 10.966% 10.383% +4.697% 10.980% +4.100%
23/11/17 15.190% 29707.94 11.730% 10.630% +4.560% 11.154% +4.036%
24/11/17 14.890% 29866.32 11.507% 10.955% +3.935% 11.405% +3.485%
27/11/17 15.650% 29686.19 11.745% 11.387% +4.263% 11.574% +4.076%
28/11/17 16.780% 29680.85 11.674% 11.524% +5.256% 11.619% +5.161%
29/11/17 17.270% 29623.83 10.991% 11.529% +5.741% 11.529% +5.741%
30/11/17 17.690% 29177.35 12.425% 11.668% +6.022% 14.352% +3.338%
01/12/17 16.710% 29074.24 12.485% 11.864% +4.846% 14.495% +2.215%
04/12/17 16.450% 29138.28 12.491% 12.013% +4.437% 14.382% +2.068%
05/12/17 16.580% 28842.80 12.129% 12.104% +4.476% 14.391% +2.189%
06/12/17 18.300% 28224.80 14.127% 12.732% +5.568% 15.032% +3.268%
07/12/17 17.790% 28303.19 14.001% 13.047% +4.743% 15.297% +2.493%
08/12/17 16.230% 28639.85 14.714% 13.493% +2.737% 15.709% +0.521%
11/12/17 15.860% 28965.29 15.298% 14.054% +1.806% 16.016% -0.156%
12/12/17 15.460% 28793.88 15.403% 14.709% +0.751% 16.642% -1.182%
13/12/17 15.030% 29222.10 15.767% 15.037% -0.007% 16.889% -1.859%
14/12/17 14.460% 29166.38 15.711% 15.378% -0.918% 17.147% -2.687%
15/12/17 14.930% 28848.11 16.050% 15.646% -0.716% 17.316% -2.386%
18/12/17 15.030% 29050.41 16.266% 15.839% -0.809% 17.140% -2.110%
19/12/17 14.630% 29253.66 15.473% 15.853% -1.223% 17.025% -2.395%
20/12/17 14.590% 29234.09 15.430% 15.786% -1.196% 16.823% -2.233%
21/12/17 14.180% 29367.06 14.872% 15.618% -1.438% 16.516% -2.336%
22/12/17 13.740% 29578.01 15.089% 15.426% -1.686% 16.186% -2.446%
27/12/17 14.730% 29597.66 14.787% 15.130% -0.400% 15.255% -0.525%
28/12/17 14.920% 29863.71 15.081% 15.052% -0.132% 15.052% -0.132%
29/12/17 14.600% 29919.15 15.030% 14.972% -0.372% 18.907% -4.307%
02/01/18 14.820% 30515.31 15.199% 15.037% -0.217% 18.496% -3.676%
03/01/18 14.160% 30560.95 15.122% 15.044% -0.884% 18.380% -4.220%
04/01/18 13.690% 30736.48 15.155% 15.118% -1.428% 18.346% -4.656%
05/01/18 13.390% 30814.64 14.729% 15.047% -1.657% 18.137% -4.747%
08/01/18 13.410% 30899.53 12.764% 14.594% -1.184% 17.231% -3.821%
09/01/18 13.380% 31011.41 12.677% 14.089% -0.709% 16.520% -3.140%
10/01/18 13.440% 31073.72 11.851% 13.435% +0.005% 15.642% -2.202%
11/01/18 13.710% 31120.39 11.104% 12.625% +1.085% 14.595% -0.885%
12/01/18 13.050% 31412.54 11.084% 11.896% +1.154% 13.655% -0.605%
15/01/18 13.780% 31338.87 10.068% 11.357% +2.423% 12.756% +1.024%
16/01/18 14.160% 31904.75 11.141% 11.050% +3.110% 12.320% +1.840%
17/01/18 15.000% 31983.41 10.540% 10.787% +4.213% 11.939% +3.061%
18/01/18 16.110% 32121.94 10.205% 10.608% +5.502% 11.653% +4.457%
19/01/18 15.970% 32254.89 9.800% 10.351% +5.619% 11.286% +4.684%
更新時間: 2018年1月19日 PM 7:04:52
琤肏數期權引伸波幅分析
日期 瓻波幅指數 琤肏數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/09/17 15.050% 27421.60 9.485% 9.518% +5.532% 9.518% +5.532%
29/09/17 14.010% 27554.30 9.681% 9.683% +4.327% 12.149% +1.861%
03/10/17 14.340% 28173.21 12.050% 10.089% +4.251% 12.326% +2.014%
04/10/17 13.710% 28379.18 12.253% 10.558% +3.152% 12.813% +0.897%
06/10/17 13.930% 28458.04 12.168% 11.127% +2.803% 13.321% +0.609%
09/10/17 14.390% 28326.59 12.320% 11.694% +2.696% 13.712% +0.678%
10/10/17 14.280% 28490.83 12.293% 12.217% +2.063% 14.224% +0.056%
11/10/17 14.220% 28389.57 12.021% 12.211% +2.009% 14.117% +0.103%
12/10/17 14.060% 28459.03 12.032% 12.167% +1.893% 13.966% +0.094%
13/10/17 13.700% 28476.43 11.941% 12.121% +1.579% 13.814% -0.114%
16/10/17 13.920% 28692.80 12.005% 12.058% +1.862% 13.445% +0.475%
17/10/17 13.500% 28697.49 12.015% 12.003% +1.497% 13.284% +0.216%
18/10/17 13.240% 28711.76 11.396% 11.878% +1.362% 13.048% +0.192%
19/10/17 15.060% 28159.09 13.268% 12.125% +2.935% 13.221% +1.839%
20/10/17 13.830% 28487.24 13.834% 12.504% +1.326% 13.531% +0.299%
23/10/17 14.380% 28305.88 14.032% 12.909% +1.471% 13.651% +0.729%
24/10/17 15.020% 28154.97 13.873% 13.281% +1.739% 13.935% +1.085%
25/10/17 14.600% 28302.89 13.119% 13.625% +0.975% 14.185% +0.415%
26/10/17 14.830% 28202.38 13.228% 13.617% +1.213% 14.065% +0.765%
27/10/17 15.070% 28438.85 13.315% 13.513% +1.557% 13.846% +1.224%
30/10/17 16.500% 28336.19 13.208% 13.349% +3.151% 13.349% +3.151%
31/10/17 15.040% 28245.54 13.154% 13.205% +1.835% 16.350% -1.310%
01/11/17 14.390% 28594.06 11.425% 12.866% +1.524% 15.825% -1.435%
02/11/17 14.180% 28518.64 11.256% 12.472% +1.708% 15.237% -1.057%
03/11/17 13.780% 28603.61 11.290% 12.067% +1.713% 14.643% -0.863%
06/11/17 14.490% 28596.80 11.078% 11.641% +2.849% 13.840% +0.650%
07/11/17 13.960% 28994.34 11.918% 11.393% +2.567% 13.452% +0.508%
08/11/17 13.920% 28907.60 11.899% 11.488% +2.432% 13.470% +0.450%
09/11/17 14.310% 29136.57 12.129% 11.663% +2.647% 13.579% +0.731%
10/11/17 14.320% 29120.92 12.143% 11.833% +2.487% 13.680% +0.640%
13/11/17 14.670% 29182.18 11.960% 12.010% +2.660% 13.588% +1.082%
14/11/17 14.630% 29152.12 11.968% 12.020% +2.610% 13.501% +1.129%
15/11/17 15.220% 28851.69 12.562% 12.152% +3.068% 13.550% +1.670%
16/11/17 14.640% 29018.76 10.493% 11.825% +2.815% 13.088% +1.552%
17/11/17 14.290% 29199.04 9.884% 11.373% +2.917% 12.494% +1.796%
20/11/17 14.240% 29260.31 9.583% 10.898% +3.342% 11.704% +2.536%
21/11/17 14.010% 29818.07 10.988% 10.702% +3.308% 11.405% +2.605%
22/11/17 15.080% 30003.49 10.966% 10.383% +4.697% 10.980% +4.100%
23/11/17 15.190% 29707.94 11.730% 10.630% +4.560% 11.154% +4.036%
24/11/17 14.890% 29866.32 11.507% 10.955% +3.935% 11.405% +3.485%
27/11/17 15.650% 29686.19 11.745% 11.387% +4.263% 11.574% +4.076%
28/11/17 16.780% 29680.85 11.674% 11.524% +5.256% 11.619% +5.161%
29/11/17 17.270% 29623.83 10.991% 11.529% +5.741% 11.529% +5.741%
30/11/17 17.690% 29177.35 12.425% 11.668% +6.022% 14.352% +3.338%
01/12/17 16.710% 29074.24 12.485% 11.864% +4.846% 14.495% +2.215%
04/12/17 16.450% 29138.28 12.491% 12.013% +4.437% 14.382% +2.068%
05/12/17 16.580% 28842.80 12.129% 12.104% +4.476% 14.391% +2.189%
06/12/17 18.300% 28224.80 14.127% 12.732% +5.568% 15.032% +3.268%
07/12/17 17.790% 28303.19 14.001% 13.047% +4.743% 15.297% +2.493%
08/12/17 16.230% 28639.85 14.714% 13.493% +2.737% 15.709% +0.521%
11/12/17 15.860% 28965.29 15.298% 14.054% +1.806% 16.016% -0.156%
12/12/17 15.460% 28793.88 15.403% 14.709% +0.751% 16.642% -1.182%
13/12/17 15.030% 29222.10 15.767% 15.037% -0.007% 16.889% -1.859%
14/12/17 14.460% 29166.38 15.711% 15.378% -0.918% 17.147% -2.687%
15/12/17 14.930% 28848.11 16.050% 15.646% -0.716% 17.316% -2.386%
18/12/17 15.030% 29050.41 16.266% 15.839% -0.809% 17.140% -2.110%
19/12/17 14.630% 29253.66 15.473% 15.853% -1.223% 17.025% -2.395%
20/12/17 14.590% 29234.09 15.430% 15.786% -1.196% 16.823% -2.233%
21/12/17 14.180% 29367.06 14.872% 15.618% -1.438% 16.516% -2.336%
22/12/17 13.740% 29578.01 15.089% 15.426% -1.686% 16.186% -2.446%
27/12/17 14.730% 29597.66 14.787% 15.130% -0.400% 15.255% -0.525%
28/12/17 14.920% 29863.71 15.081% 15.052% -0.132% 15.052% -0.132%
29/12/17 14.600% 29919.15 15.030% 14.972% -0.372% 18.907% -4.307%
02/01/18 14.820% 30515.31 15.199% 15.037% -0.217% 18.496% -3.676%
03/01/18 14.160% 30560.95 15.122% 15.044% -0.884% 18.380% -4.220%
04/01/18 13.690% 30736.48 15.155% 15.118% -1.428% 18.346% -4.656%
05/01/18 13.390% 30814.64 14.729% 15.047% -1.657% 18.137% -4.747%
08/01/18 13.410% 30899.53 12.764% 14.594% -1.184% 17.231% -3.821%
09/01/18 13.380% 31011.41 12.677% 14.089% -0.709% 16.520% -3.140%
10/01/18 13.440% 31073.72 11.851% 13.435% +0.005% 15.642% -2.202%
11/01/18 13.710% 31120.39 11.104% 12.625% +1.085% 14.595% -0.885%
12/01/18 13.050% 31412.54 11.084% 11.896% +1.154% 13.655% -0.605%
15/01/18 13.780% 31338.87 10.068% 11.357% +2.423% 12.756% +1.024%
16/01/18 14.160% 31904.75 11.141% 11.050% +3.110% 12.320% +1.840%
17/01/18 15.000% 31983.41 10.540% 10.787% +4.213% 11.939% +3.061%
18/01/18 16.110% 32121.94 10.205% 10.608% +5.502% 11.653% +4.457%
19/01/18 15.970% 32254.89 9.800% 10.351% +5.619% 11.286% +4.684%